Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48383.55 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46183.57 Kr¶

PnL: ---------------------------------------> -2038.68 Kr¶

DD now: ---------------------------------> -7.084 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 16:16:18.135352'

Anic Portfolio¶

This Week¶

Return: -0.187 %¶

Total¶

Return: 58.386 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.530000 834.750000 136.750000 19.590000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -0.900000 2765.330000 43.330000 1.590000 2721.999993
Stillfront Group 38 -1.470000 715.160000 29.160000 4.250000 686.000016
Vitec Software Group B 1 -0.890000 499.000000 14.000000 2.890000 485.000000
MEKO 13 -1.790000 1566.500000 12.500000 0.800000 1554.000006
Tietoevry 2 -2.540000 644.800000 6.800000 1.070000 638.000000
G5 Entertainment 3 -0.260000 573.300000 1.300000 0.230000 572.000001
SKF A 3 -3.770000 590.400000 -2.600000 -0.440000 593.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
Embracer Group B 14 -3.590000 684.880000 -4.120000 -0.600000 689.000004
SKF B 3 -4.200000 588.900000 -7.100000 -1.190000 596.000001
ASSA ABLOY B 2 -1.370000 503.600000 -10.400000 -2.020000 514.000000
Addnode Group B 6 -2.270000 697.800000 -11.200000 -1.580000 709.000002
ACQ Bure SPAC 36 0.000000 3477.600000 -12.400000 -0.360000 3489.999984
Avanza Bank Holding 2 -3.010000 496.800000 -14.200000 -2.780000 511.000000
Husqvarna A 7 -3.320000 611.800000 -21.200000 -3.350000 632.999997
Husqvarna B 7 -3.340000 612.080000 -27.920000 -4.360000 639.999997
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Loomis 6 -2.730000 2011.200000 -31.800000 -1.560000 2043.000000
Lagercrantz Group B 5 -0.690000 575.000000 -32.000000 -5.270000 607.000000
Fastighetsbolag. Emilshus Pref 21 -4.210000 526.050000 -35.950000 -6.400000 562.000005
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Swedbank A 3 -3.220000 577.950000 -40.050000 -6.480000 618.000000
Rejlers B 6 -3.150000 921.600000 -40.400000 -4.200000 961.999998
Collector Bank 29 -6.220000 1192.340000 -41.660000 -3.380000 1233.999996
Norva24 Group 12 -1.830000 361.200000 -46.050000 -11.310000 407.250000
Mips 1 -1.340000 477.100000 -51.900000 -9.810000 529.000000
Dustin Group 18 -4.330000 612.720000 -57.280000 -8.550000 669.999996
Nordea Bank Abp 30 -4.280000 3690.600000 -72.400000 -1.920000 3762.999990
AFRY 3 -3.370000 516.300000 -78.700000 -13.230000 594.999999
Viaplay Group B 4 -5.190000 950.800000 -86.200000 -8.310000 1037.000000
Beijer Alma B 9 -1.930000 1827.000000 -127.000000 -6.500000 1953.999999
RVRC Holding 17 -2.810000 552.160000 -130.840000 -19.160000 683.000007
Fastighetsbolaget Emilshus B 23 1.110000 546.250000 -148.750000 -21.400000 694.999993
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46180.590000 -2041.660000 -7.09002% 48222.250041

Updated:¶

'2023-03-13 16:15:37.953111'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶